+187.9%
MXL vs RY
+539.0%
-351.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.6% | +8.8% | +8.9% |
| 7D | -15.9% | -0.6% | -15.3% | -15.3% |
| 30D | -44.0% | +6.1% | -50.2% | -47.1% |
| 3M | -21.3% | -3.4% | -18.0% | -18.2% |
| 6M | -46.1% | +12.8% | -58.9% | -51.5% |
| YTD | +208.8% | +21.0% | +187.8% | +160.4% |
| 1Y | +255.5% | +40.5% | +215.1% | +161.3% |
| 3Y | +223.3% | +159.9% | +63.4% | +36.4% |
| 5Y | -18.1% | +125.0% | -143.1% | -60.4% |
| 10Y | +159.9% | +350.6% | -190.6% | -27.2% |
| All | +187.9% | +539.0% | -351.1% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling